NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4.030 |
3.924 |
-0.106 |
-2.6% |
4.000 |
| High |
4.055 |
3.924 |
-0.131 |
-3.2% |
4.255 |
| Low |
3.849 |
3.699 |
-0.150 |
-3.9% |
3.891 |
| Close |
3.924 |
3.788 |
-0.136 |
-3.5% |
4.086 |
| Range |
0.206 |
0.225 |
0.019 |
9.2% |
0.364 |
| ATR |
0.204 |
0.205 |
0.002 |
0.7% |
0.000 |
| Volume |
14,829 |
14,402 |
-427 |
-2.9% |
88,875 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.479 |
4.358 |
3.912 |
|
| R3 |
4.254 |
4.133 |
3.850 |
|
| R2 |
4.029 |
4.029 |
3.829 |
|
| R1 |
3.908 |
3.908 |
3.809 |
3.856 |
| PP |
3.804 |
3.804 |
3.804 |
3.778 |
| S1 |
3.683 |
3.683 |
3.767 |
3.631 |
| S2 |
3.579 |
3.579 |
3.747 |
|
| S3 |
3.354 |
3.458 |
3.726 |
|
| S4 |
3.129 |
3.233 |
3.664 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.169 |
4.992 |
4.286 |
|
| R3 |
4.805 |
4.628 |
4.186 |
|
| R2 |
4.441 |
4.441 |
4.153 |
|
| R1 |
4.264 |
4.264 |
4.119 |
4.353 |
| PP |
4.077 |
4.077 |
4.077 |
4.122 |
| S1 |
3.900 |
3.900 |
4.053 |
3.989 |
| S2 |
3.713 |
3.713 |
4.019 |
|
| S3 |
3.349 |
3.536 |
3.986 |
|
| S4 |
2.985 |
3.172 |
3.886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.255 |
3.699 |
0.556 |
14.7% |
0.205 |
5.4% |
16% |
False |
True |
16,124 |
| 10 |
4.255 |
3.643 |
0.612 |
16.2% |
0.227 |
6.0% |
24% |
False |
False |
18,122 |
| 20 |
4.255 |
3.584 |
0.671 |
17.7% |
0.190 |
5.0% |
30% |
False |
False |
16,749 |
| 40 |
4.933 |
3.584 |
1.349 |
35.6% |
0.201 |
5.3% |
15% |
False |
False |
15,346 |
| 60 |
4.955 |
3.584 |
1.371 |
36.2% |
0.218 |
5.7% |
15% |
False |
False |
14,061 |
| 80 |
4.955 |
3.584 |
1.371 |
36.2% |
0.200 |
5.3% |
15% |
False |
False |
12,104 |
| 100 |
4.978 |
3.584 |
1.394 |
36.8% |
0.197 |
5.2% |
15% |
False |
False |
11,033 |
| 120 |
5.499 |
3.584 |
1.915 |
50.6% |
0.195 |
5.2% |
11% |
False |
False |
10,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.880 |
|
2.618 |
4.513 |
|
1.618 |
4.288 |
|
1.000 |
4.149 |
|
0.618 |
4.063 |
|
HIGH |
3.924 |
|
0.618 |
3.838 |
|
0.500 |
3.812 |
|
0.382 |
3.785 |
|
LOW |
3.699 |
|
0.618 |
3.560 |
|
1.000 |
3.474 |
|
1.618 |
3.335 |
|
2.618 |
3.110 |
|
4.250 |
2.743 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.812 |
3.877 |
| PP |
3.804 |
3.847 |
| S1 |
3.796 |
3.818 |
|